Risk Management, Insurance, Portfolios and Derivative Securities

Course Description

Asset returns and their volatilities. Markowitz portfolio theory, capital asset pricing model, multifactor pricing models. Measures of market risk. Financial derivatives and hedging. Black-Scholes pricing of European options. Valuation of American options. Implied volatility and the Greeks.

Course Details

Cross-Listings: STATS 237P

Prerequisites

Stats 116 or equivalent

Syllabus Link

None available.
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